Use a Mutlimeter on "continuity (beep) test" to test your button wires (making sure none of them are also touching ground). Then make sure all your grounds are really going to ground.
Did you wire a single ground connection and daisy chain it? What I do is before I actually solder on the pcb, I make sure the contact actually works as I think by grounding the connection while the game is on and watch to make sure the correct button or directional is pressed.
-Dave